+782.9%
ENTG vs UTHR
+313.7%
+469.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | +1.2% | +1.9% | -0.8% | +0.7% |
| 30D | -12.9% | -2.9% | -10.0% | -12.3% |
| 3M | -3.1% | -8.9% | +5.8% | -1.2% |
| 6M | +21.0% | -8.7% | +29.7% | +23.0% |
| YTD | +67.0% | +2.0% | +65.0% | +64.6% |
| 1Y | +68.6% | +22.8% | +45.8% | +58.1% |
| 3Y | +48.6% | +120.6% | -72.0% | +15.2% |
| 5Y | +18.6% | +136.4% | -117.8% | -13.9% |
| All | +782.9% | +313.7% | +469.2% | +375.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling